Professional money managers are increasingly devoting substantial resources to showcasing
the Environmental, Social and Governance (ESG) profiles of their stocks and portfolios. In …

… Lancetti is a Director at the firm and manages the Equity … Lancetti’s areas of expertise
include quantitative strategies, … showed this graphically (Sorensen and Lancetti 2020). Small …

This article examines the behavior of the small-capitalization stock return cycle. The authors
compare the period 1980–2020 with a study for the period 1960–1995. They find that in the …

In Small-Cap Allocations: Timing the Entry , in the September 2020 edition of The Journal of
Portfolio Management, Eric Sorensen and Sebastian Lancetti, both of PanAgora Asset …

Behavioural investing seeks to bridge the gap between psychology and investing. All too
many investors are unaware of the mental pitfalls that await them. Even once we are aware of …

This edited book consists of a collection of original articles written by leading industry and
academic experts in the area of climate investing. The chapters introduce the reader to some …

Novel Risks continue to pose challenges to investors, portfolio managers, and policy makers.
Financial economists have made advances in measuring these risks and quantifying their …